(1) Includes North Mill and Gemino's full asset-based funded loan portfolios, all of which are 1st lien senior secured loans.
(2) Excludes the Company’s equity investments in North Mill and Gemino, which distribute quarterly dividends to the Company.
(3) Floating rate investments calculated as a percent of the Company’s income-producing Comprehensive Investment Portfolio.

(4) Represents the yield to maturity based on the fair market value at March 31, 2020.

(5) Represents total interest and fee income for the three month period ending March 31, 2020 against the average portfolio over the same fiscal period, annualized.

(6) Represents the weighted average of each individual loan's yield to maturity based on fair value at March 31, 2020 (excluding exit fees or warrants).